+8,524.1%
SHOP vs CMS
+188.0%
+8,336.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | -14.2% | +7.4% | -21.6% | -15.5% |
| 3M | -5.5% | +1.9% | -7.4% | -6.0% |
| 6M | +32.8% | -2.3% | +35.1% | +33.0% |
| YTD | -8.9% | +3.0% | -11.9% | -10.2% |
| 1Y | -7.7% | -2.8% | -4.9% | -7.7% |
| 3Y | +139.0% | +37.9% | +101.1% | +112.6% |
| 5Y | -0.5% | +34.0% | -34.5% | -11.6% |
| 10Y | +3,557.0% | +138.1% | +3,418.9% | +2,855.9% |
| All | +8,524.1% | +188.0% | +8,336.1% | +6,526.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling